Welcome to the site!

Feeding in the snakes cage is the way to go. There aren't any negative effects associated with feeding in the snakes cage.

Either way is fine, I would give frozen another shot.

Checkout these threads if you haven't already

http://ball-pythons.net/forums/showt...ius)-Caresheet

http://ball-pythons.net/forums/showt...t-Thermometers